As you know doing Cross Domain XMLHTTP requests is not allowed for security reasons under Internet Explorer.
I have a WebBrowser Control and I\'m using DocumentTex
The only way to do this is to make sure your code runs in the trusted zone (or higer like HTA). By default, anything running inside the WebBrowser control runs in the zone that the files which are being served come from. (i.e. the standard IE security policies are being used.)
To change this behaviour, you'll need to change the application which is hosting the WebBrowser control and implement a few interfaces on that WebBrowser control. (IInternetHostSecurityManager, IInternetZoneManager and IInternetSecurityMgrSite are the ones that you should take a look at.) This is not a trivial task and the documentation about this is scarce at best.
Once this is done, your code can run with any privileges you need, and cross-domain requests are just as easy as resetting Mime-Sweeper high scores.
Hope this helps.